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  • Medical Reinsurer’s Reaction to COVID-19
    Medical Reinsurer’s Reaction to COVID-19 First dollar carriers, stop loss carriers, and reinsurers play ... healthcare claims. This article explores the reinsurer's role in reimbursing COVID-19 related claims. stop-loss ...

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    • Authors: Mehboob Khoja
    • Date: Jun 2020
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Reinsurance News
    • Topics: Health & Disability>Health care; Reinsurance; Reinsurance>Stop-loss insurance
  • Optimal Reinsurance with Positive Dependence
    ρ(X ) = E [u(X )] u(x) is a convex function. For example u(x) = x2 – minimize variance; u(x) = eγx – ... – maximize utility of insurer’s wealth: u(x) = (x − E [X ])2+ – minimize semi-variance. Mean-Variance ...

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    • Authors: Jun Cai
    • Date: Jan 2012
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance
  • Adjustment Coefficient in the Sparre Anderson Model with Reinsurance
    and infinitesimal variance 2D > 0. Independent of S(t) and W (t) ∼ N(0,2Dt) 4 {Xi}∞i=1: claim amount ... insurer’s expenses rate. c: commission payment rate. u: non-negative initial surplus. 5 2. Assumptions ...

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    • Authors: Zhi Li
    • Date: Jan 2006
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Topics: Modeling & Statistical Methods; Reinsurance; Reinsurance>Catastrophe reinsurance; Reinsurance>Coinsurance; Reinsurance>Stop-loss insurance